knitr::opts_chunk$set( collapse = TRUE, comment = "#>" ) library(pwr4exp)
pwr4exp is an R package for performing statistical power analysis for experiments analyzed using linear mixed models (LMM). It supports power calculations for omnibus F-tests (ANOVA-like tests) and specific contrasts (t-tests) for Gaussian response variables, employing the Satterthwaite approximation for degrees of freedom.
Key features:
mkdesign
) or specialized functions (e.g., designCRD
, designRCBD
, designLSD
, designCOD
, designSPD
) for standard designs.The workflow involves two main steps:
Creating a design object: Defining the experimental structure and specifying parameters (fixed effects, (co-)variances).
Calculating power: Computing the power of F-tests or t-tests for the effects of interest.
A design object in pwr4exp is a list
containing design matrices, fixed effects, variance-covariance components, and other higher-level parameters created by the design-generating functions. It is not an experimental design in the traditional sense, where randomization and unit allocation are performed, but rather a container for all the information necessary to conduct power analysis.
Two approaches are provided to define a design:
mkdesign
: A design object can be created by providing a model formula and a data frame that outlines the experimental layout.designCRD
, designRCBD
, designLSD
, designCOD
, or designSPD
generate design objects for common experimental setups. These functions allow specification of design characteristics (e.g., number of treatments, blocks, or replicates) and automatically handle the creation of the data frame.mkdesign
function {#mkdesign}The function mkdesign
is versatile for designs as long as the data frame is provided.
Usage
mkdesign( formula, data, beta = NULL, means = NULL, vcomp = NULL, sigma2 = NULL, correlation = NULL, template = FALSE, REML = TRUE )
Arguments
formula
: A right-hand-side model formula that defines fixed and random effects. (Use lme4::lmer
syntax for specifying random effects.)
data
: A data frame containing all independent variables required by the model, consistent with the design's structure.
means
or beta: Expected fixed effects. Either a vector of model coefficients (beta
) or expected means (means
) must be provided. Templates for parameter ordering can be generated by setting template = TRUE
.
vcomp
: Variance components for any random effects present in the model, provided as a numeric vector. A template for input ordering can be generated by setting template = TRUE
.
sigma2
: The residual variance.
correlation
: (Optional) A correlation structure (nlme::corClasses
) for repeated measures.
template
: When set to TRUE
or when only the formula
and data
arguments are provided, templates for beta
, means
, and vcomp
are generated to indicate the required input order.
REML
: (logical) Whether to use the REML or ML information matrix. The default is TRUE
(REML).
While mkdesign
provides full flexibility, pwr4exp also offers specific functions for common experimental designs. These functions allow users to define a design based on treatment structure and replications without manually creating a data frame.
Completely randomized design (CRD)
designCRD(treatments, label, replicates, formula, beta, means, sigma2, template = FALSE)
Randomized complete block design (RCBD)
designRCBD(treatments, label, blocks, formula, beta, means, vcomp, sigma2, template = FALSE)
Latin square design (LSD)
designLSD(treatments, label, squares, reuse, formula, beta, means, vcomp, sigma2, template = FALSE)
Crossover design
This is a special case of LSD where time periods and individuals act as blocks. Period blocks are reused when replicating squares.
designCOD(treatments, label, squares, formula, beta, means, vcomp, sigma2, template = FALSE)
Split-plot design (SPD)
designSPD(trt.main, trt.sub, label, replicates, formula, beta, means, vcomp, sigma2, template = FALSE)
The inputs for these functions are similar to mkdesign
, except that data
is replaced by predefined design characteristics such as treatment levels and replications.
Key inputs
treatments
: A numeric vector specifying the number of levels for treatment factors. Multiple factors are arranged factorially. For example,treatments = c(3, 2)
specifies two treatment factors one with 3 levels and another with 2 levels, forming a factorial treatment design.
trt.main
andtrt.sub
: Define main-plot and subplot treatments for SPD, following the same rule fortreatment
.
label
: (optional) A list assigning labels to factor levels. If not specified, default names are assigned. For one treatment factor, the default islist(trt = c("1", "2", ...))
. For two factors, the default islist(facA = c("1", "2", ...), facB = c("1", "2", ...))
, where "facA" and "facB" represent the two factors, and "1", "2", etc., represent the levels of each factor.
replicates
: Number of experimental units per treatment in CRD or number of main plots (i.e., the number of experimental units per main-plot treatment) in SPD.
blocks
: Number of blocks in RCBD.
squares
: Number of squares in LSD or COD.
reuse
: Specifies how squares are replicated in LSD. One of:
"row"
: reuse row blocks"col"
: reuse column blocks"both"
: reuse both row and column blocks
template
: When set toTRUE
, templates forbeta
,means
, andvcomp
are generated to indicate the required input order.
Each of these design-generating functions has a default formula
based on the treatment structure (e.g., one factor or factorial factors). If formula
is not specified, a default formula with main effects and all interactions (if applicable) is used internally. In RCBD, LSD, COD, and SPD designs, all block factors are fitted as random effects. The formula
component in the output design object (a list
) can be inspected.
Templates help ensure the correct ordering of fixed effects (beta
or means
) and random effects (vcomp
).
Below, an exemplary data frame is created to illustrate these templates. Note that this example does NOT represent a realistic design. The data frame includes:
- Four categorical variables (
fA
,fB
,fC
,fD
),- Two numerical variables (
x
,z
).
df1 <- expand.grid( fA = factor(1:2), # factor A with 2 levels fB = factor(1:2), # factor B with 2 levels fC = factor(1:3), # factor C with 3 levels fD = factor(1:3), # factor D with 3 levels subject = factor(1:10) # 10 subjects ) df1$x <- rnorm(nrow(df1)) # Numerical variable x df1$z <- rnorm(nrow(df1)) # Numerical variable z
beta
Template {#fixeff_template}The
beta
template displays the order of model coefficients in the fitted model.
This is particularly useful when specifying expected model coefficients directly as effect size measures and when the model includes complex interactions. For example, the expected values of the model coefficients for ~ fA*fB + x
should be provided in the following sequence:
mkdesign( ~ fA * fB + x, df1)$fixeff$beta
means
TemplateFor treatment factors, it may be more more convenient to provide means
instead of beta
. The means
template represents either marginal or cell means for factors, depending on the presence of interactions. For numerical variables included in the model, regression coefficients remain necessary alongside alongside the means for factors.
Factors without interactions
If no interactions are present, marginal means for each factor level are required.
For example, for the model ~ fA + fB
, means should be reported in the order specified by the template:
mkdesign(~ fA + fB, df1, template = TRUE)$fixeff$means
Interactions among factors
When factors interact, conditional (cell) means must be provided for all possible combinations of their levels.
For example, for a model with three interacting factors (fA
, fB
, fC
), cell means are required for all 12 level combinations in the following order:
mkdesign(~ fA * fB * fC, df1)$fixeff$means
Numerical variables
For numerical variables, regression coefficients are required. If the model only includes numerical variables, the intercept must also be included. In this case, the values in means are identical to beta:
mkdesign(~ x + z, df1)$fixeff$means
When numerical variables interact, regression coefficients for both main effects and interaction terms must be included.
mkdesign(~ x * z, df1)$fixeff$means
Factor-by-numerical interactions
For interactions between factor and numerical variables, both Marginal means for the factor, and Regression coefficients for the numerical variable at each level of the factor must be provided.
For instance, in the model ~ fA * x
, the means for levels of fA
and the regression coefficients for x
at each level of fA
must be provided:
mkdesign(~ fA * x, df1)$fixeff$means
Combining Multiple Situations
The rules outlined for factor and numerical variables apply when multiple types of variables and interactions appear in the same model.
For example, consider a model including interactions among three factors (fA
, fB
, fC
), factor-by-numerical interaction (fD * x
), and main effects for another numerical variable (z
).
mkdesign(~ fA * fB * fC + fD * x + z, df1)$fixeff$means
The required elements and their order in means are:
1. Means for each level of fD
(positions 1–3)
2. Regression coefficient for z
(position 4)
3. Regression coefficients for x
at each level of fD
(positions 5–7)
4. Cell means for all combinations of levels of fA
, fB
, and fC
(positions 8–19)
vcomp
Template {#vcomp_template}The
vcomp
template represents variance-covariance matrices, where integer values indicate the order of variance components in the input vector.
For a single random effect, a template is unnecessary since it corresponds to a single variance value. For multiple random effects, the template specifies the sequence of variance and covariance components, ensuring proper alignment when specifying variance components in the model.
For example, consider a model that includes both a random intercept and a random slope for fA
by subject
:
mkdesign(~ fA * fB * fC * fD + (1 + fA | subject), df1)$varcov
The template specifies the following required inputs:
Variance of the random intercept
Covariance between the random intercept and slop
Variance of the random slop (fA2
)
Although specifying complex variance-covariance structures, such as unstructured nlme::corSymm
, may seem impractical for power analysis, various correlation structures from the nlme package can be applies.
The available correlation structures, as outlined in nlme::corClasses
, including
corAR1
– First-order autoregressive
corARMA
– Autoregressive moving average
corCAR1
– Continuous-time autoregressive
corCompSymm
– Compound symmetry
corExp
– Exponential spatial correlation
corGaus
– Gaussian spatial correlation
corLin
– Linear spatial correlation
corSymm
– Unstructured correlation
corRatio
– Ratio-based spatial correlation
corSpher
– Spherical spatial correlation
Note: In nlme::corAR1()
and nlme::corARMA()
when p=1
and q=0
, the time variable must be an integer. However, in pwr4exp
, this restriction has been released, factors are also supported.
Once a design object has been created, calculating statistical power is straightforward.
The statistical power for F-tests (ANOVA-like tests) can be computed using the pwr.anova
function.
Usage
pwr.anova(object, sig.level = 0.05, type = 3)
Arguments
object
: the design object created in the previous step.
sig.level
: significance level, default 0.05
.
type
: the type of ANOVA table (default: 3
).
To evaluate statistical power for t-tests on specific contrasts, use the pwr.contrast
function.
Usage
pwr.contrast(object, which, by = NULL, contrast = c("pairwise", "poly", "trt.vs.ctrl"), sig.level = 0.05, p.adj = FALSE, alternative = c("two.sided", "one.sided"), strict = TRUE )
Arguments
object
: The design object.
which
: The factor of interest. Multiple factors can be combined using :
or *
(e.g., "facA*facB"
treats combined factor levels as a single factor).
by
: The variable to condition on.
contrast
: Contrast method, on of
"pairwise"
- pairwise comparisons
"poly"
- polynomial contrasts
"trt.vs.ctrl"
- treatment vs. control comparison
Alternatively, a numeric vector for a single custom contrast, or a named list of contrast vectors. If a list is provided, each vector must match the number of factor levels in each by
group. In multi-factor scenarios, factor levels are combined and treated as a single factor.
sig.level
: significance level (default: 0.05
).
p.adj
: whether the sig.level
should be adjusted using the Bonferroni method (default: FALSE).
alternative
: "two.sided"
(default) or "one.sided"
.
strict
: Controls how power is calculated in two-sided tests (default: TRUE
). If TRUE
, includes the probability of rejection in the opposite direction of the true effect. If FALSE
, power equals half the significance level when the true difference is zero.
The pwr.summary
function computes the statistical power for testing model coefficients (t-tests).
Usage
pwr.summary(object, sig.level = 0.05)
Arguments
object
: A design objectsig.level
: The significance level (default: 0.05)In this example, we create a CRD with one treatment factor.
Design parameters
Step 1: Creating the CRD
crd <- designCRD( treatments = 4, replicates = 8, means = c(35, 30, 37, 38), sigma2 = 15 )
Step 2: Power for omnibus test
To compute the power for the overall F-test (ANOVA):
pwr.anova(crd)
Step 3: Power for specific contrasts
a) Pairwise Comparisons
To compute power for pairwise differences:
pwr.contrast(crd, which = "trt", contrast = "pairwise")
b) Polynomial Contrasts
To test for trends across treatment levels:
pwr.contrast(crd, which = "trt", contrast = "poly")
c) Treatment vs. Control Comparison
The power for detecting differences between treatments and the control:
pwr.contrast(crd, which = "trt", contrast = "trt.vs.ctrl")
d) Custom Contrast: All Treatments vs. Control
In addition to pre-defined contrast method, custom contrast vectors can be specified. For example, to compare the average of all treatments against the control, use the contrast vector c(-1, 1/3, 1/3, 1/3)
. The power for this test can be computed as:
pwr.contrast(crd, which = "trt", contrast = list(trts.vs.ctrl = c(-1, 1/3, 1/3, 1/3)))
Adjusting for Multiple Comparisons
In real-world analysis, P-values often need adjustment for multiple comparisons (MCP). While most post-hoc methods cannot be applied directly in power analysis, we can lower the significance level to approximate MCP adjustments.
Using a More Conservative Significance Level
pwr.contrast(crd, which = "trt", contrast = "pairwise", sig.level = 0.01)
Using the Bonferroni Correction
The
pwr.contrast
function includes an option for Bonferroni correction, though it may be overly conservative:
pwr.contrast(crd, which = "trt", contrast = "pairwise", sig.level = 0.05, p.adj = TRUE)
In this example, we create a Randomized Complete Block Design (RCBD) with two treatment factors in a 2×2 factorial design.
Design Parameters
A
and B
).Expected Means: $$
\begin{array}{c|c|c}
& B1 & B2 \
\hline
A1 & 35 & 38 \
A2 & 40 & 41 \
\end{array}
$$ Corresponding beta
values are as follows (Optional):
Intercept (A1B1
): 35
A2
alone: 5 unitsB2
alone: 3 unitsInteraction (A2:B2
): -2 units (i.e., the combined effect of A2
and B2
is 2 units below the additive effects).
Variance among blocks: 11.
Step 1: Creating the RCBD
beta
or means
, and vcomp
according to the order below.designRCBD(treatments = c(2, 2), blocks = 8, template = TRUE)
rcbd <- designRCBD( treatments = c(2, 2), blocks = 8, # beta = c(35, 5, 3, -2), # identical to means means = c(35, 40, 38, 41), vcomp = 11, sigma2 = 4 )
The default factor names and formula can be inspected in the design object:
unique(rcbd$deStruct$fxTrms$fixedfr) rcbd$deStruct$formula
Treatment factors and factor levels can be renamed and relabeled, and the model formula can be changed. For example, if interactions are removed, marginal means for both factors must be provided instead of cell means.
designRCBD(treatments = c(2, 2), label = list(factorA = c("A1", "A2"), factorB = c("B1", "B2")), blocks = 8, formula = ~ factorA + factorB + (1|block), template = TRUE)
Step 2: Evaluate statistical power
To test overall effects of facA
and facB
pwr.anova(rcbd)
To test differences between levels of facA
, conditioned on facB
:
pwr.contrast(rcbd, which = "facA", by = "facB")
In this example, we extend Example 2 by introducing another blocking factor, transforming the design into an LSD.
The treatment structure and effect sizes remain the same as in Example 2.
The LSD controls for two sources of variability (row and column blocks) while evaluating treatment effects.
The total variance (15) is further decomposed into:
Variance between row blocks: 11
Variance between column blocks: 2
Residual error variance: 2
Step 1: Creating the LSD
Generate the templates to determine the correct order of inputs.
designLSD( treatments = c(2, 2), squares = 4, reuse = "both", template = TRUE )
Either beta
or means
can be provided, as in Example 2. Note that although the variance component template sets the order for row
and col
variances in vcomp
, these values don’t impact power as long as sigma2
is fixed because treatment effects are tested against residual error. However, in designs where the error terms for treatment factors include variance components beyond residual error (like the next example), variance components can affect power for main plot factors. It's also recommended to use variance components as a guide to make an informed estimate of sigma2
.
Create the LSD
lsd <- designLSD( treatments = c(2, 2), label = list(temp = c("T1", "T2"), dosage = c("D1", "D2")), squares = 4, reuse = "both", means = c(35, 40, 38, 41), vcomp = c(11, 2), sigma2 = 2 )
Once the design has been created, pwr.anova
and pwr.contrast
can be used to evaluate statistical power as demonstrated above.
In this example, we create an SPD with two treatment factors, one at the main plot level and another at the subplot level. The design parameters are as follows:
Treatments:
Main plot factor with 2 levels
Subplot factor with 3 levels
Replicates:
Each main plot treatment has 5 plots, for a total of 10 plots.
This is a standard SPD, where the plots are the blocks at the subplot level and the subplot design follows an RCBD structure.
Expected cell means are: $$ \begin{array}{c|c|c} & trt.sub1 & trt.sub2 & trt.sub3 \ \hline trt.main1 & 20 & 22 & 24\ trt.main2 & 22 & 24 & 28 \ \end{array} $$
Variance Components:
Main-plot error: 4
Subplot (residual) error: 11
Total variance: 15
Generate input templates
designSPD( trt.main = 2, trt.sub = 3, replicates = 10, template = TRUE )
Create the SPD
spd <- designSPD( trt.main = 2, trt.sub = 3, replicates = 10, means = c(20, 22, 22, 24, 24, 28), vcomp = 4, sigma2 = 11 )
One can verify that different values of main-plot error (vcomp
) affect the power of the main plot factor, unlike in Example 3, where variance components did not influence power.
This example illustrates a repeated measures design, where three treatments (CON
, TRT1
, TRT2
) are measured hourly over 8 hours. Within-subject correlations are modeled using an AR(1) structure with $\rho = 0.6$ and $\sigma^2 = 2$.
Design Details
1. Subjects: 6 per treatment group (total: 18 subjects).\
2. Treatments: CON
, TRT1
, and TRT2
.\
3. Time Points: 8 hourly measurements.
4. Means:$$ \begin{array}{c|cccccccc} \textbf{Treatment} & \textbf{1} & \textbf{2} & \textbf{3} & \textbf{4} & \textbf{5} & \textbf{6} & \textbf{7} & \textbf{8} \ \hline \text{CON} & 1.00 & 1.00 & 1.00 & 1.00 & 1.00 & 1.00 & 1.00 & 1.00 \ \text{TRT1} & 2.50 & 3.50 & 3.98 & 4.03 & 3.68 & 3.35 & 3.02 & 2.94 \ \text{TRT2} & 3.50 & 4.54 & 5.80 & 5.84 & 5.49 & 4.71 & 4.08 & 3.78 \ \end{array} $$
Step 1: Creating the design
Create a data frame for the design
n_subject = 6 # Subjects per treatment n_trt = 3 # Number of treatments n_hour = 8 # Number of repeated measures (time points) trt = c("CON", "TRT1", "TRT2") df.rep <- data.frame( subject = as.factor(rep(seq_len(n_trt*n_subject), each = n_hour)), hour = as.factor(rep(seq_len(n_hour), n_subject*n_trt)), trt = rep(trt, each = n_subject*n_hour) )
Input templates
Either values of beta
or means
are required in the following order:
mkdesign(formula = ~ trt*hour, data = df.rep)
Create the design
design.rep <- mkdesign( formula = ~ trt*hour, data = df.rep, means = c(1, 2.50, 3.5, 1, 3.50, 4.54, 1, 3.98, 5.80, 1, 4.03, 5.4, 1, 3.68, 5.49, 1, 3.35, 4.71, 1, 3.02, 4.08, 1, 2.94, 3.78), sigma2 = 2, correlation = corAR1(value = 0.6, form = ~ hour|subject) )
Step 2: Power calculation
Statistical power for main effects of treatment and time, and their interaction:
pwr.anova(design.rep)
Statistical power for treatment differences at each time point:
pwr.contrast(design.rep, which = "trt", by = "hour", contrast = "trt.vs.ctrl", p.adj = TRUE)[1:2]
As shown in Example 5, any design can be created using the mkdesign
function as long as the appropriate data frame is provided. However, the package currently does not support non-normal response variables.
pwr4exp
is developed based on LMM theory. The general form of an LMM can be expressed as:
$$ y = X\beta + Zu + \varepsilon $$
where: $y$ represents the observations of the response variable, $\beta$ represents the fixed effect coefficients, $u$ denotes the random effects, where $u \sim N_q(0, G)$, $\varepsilon$ represents the random errors, where $\varepsilon \sim N_n(0, R)$, $X_{(n \times p)}$ and $Z_{(n \times q)}$ are the design matrices for the fixed and random effects, respectively.
It is assumed that $u$ and $\varepsilon$ are independent, and the marginal distribution of $y$ follows a normal distribution $y \sim N_n(X\beta, V)$, where:
$$ V = ZGZ^T + R $$
Inference on treatment effects often involves testing omnibus hypotheses and contrasts. These can be formulated using the general linear hypothesis:
$$ H_0: K\beta = 0 $$
where $K$ is a contrast matrix. When the variance-covariance parameters in $G$ and $R$ are known, the estimate of $\beta$ is:
$$ \hat{\beta} = (X^TV^{-1}X)^{-1}X^TV^{-1}y $$
And its variance is:
$$ C = (X^TV^{-1}X)^{-1} $$
The sampling distribution of $K'\hat{\beta}$ is:
$$ K'\hat{\beta} \sim N(0, K'CK) $$
However, in practical situations, the matrices $G$ and $R$ are unknown and must be estimated using methods like Maximum Likelihood (ML) or Restricted ML (REML). The estimate of $\beta$ is obtained by plugging in the estimated covariance matrices $\hat{V}$, where:
$$ \hat{V} = Z\hat{G}Z^T + \hat{R} $$
The resulting estimate of $\beta$ is:
$$ \hat{\beta} = (X^T\hat{V}^{-1}X)^{-1}X^T\hat{V}^{-1}y $$
And its estimated variance is:
$$ \hat{C} = (X^T\hat{V}^{-1}X)^{-1} $$
When testing the null hypothesis $H_0: K\beta = 0$, an approximate F-statistic is used. The F-statistic is given by:
$$ F = \frac{(K\hat{\beta})^T [K\hat{C}K^T]^{-1} (K\hat{\beta})}{v_1} $$
$F$ follows an approximate F-distribution $F(v_1, v_2)$ under $H_0$, where $v_1 = \text{rank}(K) \geq 1$ represents the numerator degrees of freedom (df), $v_2$ is the denominator df.
When $\text{rank}(K) = 1$, the F-statistic simplifies to the square of the t-statistic:
$$ F = t^2 $$where $t = \frac{k'\hat{\beta}}{\sqrt{k'\hat{C}K}}$ with $v_2$ df.
In balanced designs, where data is analyzed using a variance components model, commonly applied in experimental animal research, $v_2$ can be precisely determined through degrees of freedom decomposition, as applied in analysis of variance (ANOVA).
However, for more general cases, $v_2$ must be approximated using methods.
The Satterthwaite approximation (Satterthwaite, 1946) for DF in t-tests can be calculated as outlined by Giesbrecht and Burns (1985):
$$ v_2 = \frac{2(k^T \hat{C} k)^2}{g^T A g} $$
where: $g$ is the gradient of $k^T C(\hat{\theta}) k$ with respect to $\theta$, the variance-covariance parameters in $V$, evaluated at $\hat{\theta}$. Matrix $A$ is the asymptotic variance-covariance matrix of $\hat{\theta}$, obtained from the information matrix of ML or REML estimation of $\hat{\theta}$ (Stroup, 2012).
In F-tests, $v_2$ can be calculated by following the procedures described by Fai and Cornelius (1996). First, $KC\hat{K}^T$ is decomposed to yield $KC\hat{K}^T = P^T D P$, where $P$ is an orthogonal matrix of eigen vectors, and $D$ is a diagonal matrix of eigenvalues. Define $k_m Ck_m^T$, where $k_m$ is the $m$-th row of $P K$, and let:
$$ v_m = \frac{2(D_m)^2}{g_m^T A g_m} $$
where: $D_m$is the $m$th diagonal element of $D$, $g_m$ is the gradient of $k_m C k_m^T$ with respect to $\theta$, evaluated at $\hat{\theta}$.
Then let:
$$ E = \sum_{m=1}^{v_1} \frac{v_m}{v_m - 2} I(v_m > 2) $$
where $I(v_m > 2)$ denotes the indicator function. The denominator DF $v_2$ is calculated as:
$$ v_2 = \frac{2E}{E - v_1} $$ The Satterthwaite approximation can be applied in power analysis by plugging in the assumed values of variance parameters (Stroup, 2002).
Under the alternative hypothesis $H_A: K'\beta \neq 0$, the F-statistic follows a non-central distribution $F(v_1, v_2, \phi)$, where $\phi$ is the non-centrality parameter that measures the departure from the null hypothesis $H_0$. The non-centrality parameter $\phi$ is given by:
$$ \phi = (K\hat{\beta})^T [K\hat{C}K^T]^{-1} (K\hat{\beta}) $$
Once the distribution of the F-statistic under $H_A$ is known, the power of the test can be calculated as the conditional probability of rejecting $H_0$ when $H_A$ is true:
$$ \text{Power} = P(\text{reject } H_0: F > F_{\text{crit}} \mid H_A) $$
Where: $F_{\text{crit}}$ is the critical value of the F-statistic used to reject $H_0$, determined such that $P(F > F_{\text{crit}} \mid H_0) = \alpha$, where $\alpha$ is the type I error rate.
The determination of the degrees of freedom $v_1$ and $v_2$, as well as the non-centrality parameter $\phi$, are critical steps for power calculation.
Generally, power analysis requires specifying the following components:
A key aspect of conducting a valid power analysis is obtaining reasonable estimates for the magnitude of the parameters that will be used in the model. This includes:
Performing a power analysis with unrealistic parameter magnitudes can lead to incorrect conclusions, either overestimating the likelihood of detecting a treatment effect or requiring an unnecessarily large sample size.
Fai, A. H., & Cornelius, P. L. (1996). Approximate F-tests of multiple degree of freedom hypotheses in generalized least squares analyses of unbalanced split-plot experiments. Journal of Statistical Computation and Simulation, 54(4), 363–378.
Giesbrecht, F. G., & Burns, J. C. (1985). Two-stage analysis based on a mixed model: Large-sample asymptotic theory and small-sample simulation results. Biometrics, 41(2), 477–486.
Satterthwaite, F. E. (1946). An approximate distribution of estimates of variance components. Biometrics Bulletin, 2(6), 110–114.
Stroup, W. W. (2002). Power analysis based on spatial effects mixed models: A tool for comparing design and analysis strategies in the presence of spatial variability. Journal of Agricultural, Biological, and Environmental Statistics, 7(4), 491–511.
Stroup, W. W. (2012). Generalized linear mixed models: Modern concepts, methods, and applications (1st ed.). CRC Press.
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